Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. In recent years, stochastic control techniques have been applied to non-life insurance problems, and in life insurance the theory has been fu...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
London
Springer London
2008, 2008
|
| Edition: | 1st ed. 2008 |
| Series: | Probability and Its Applications
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Stochastic Control in Discrete Time
- Stochastic Control in Continuous Time
- Problems in Life Insurance
- Asymptotics of Controlled Risk Processes
- Appendices
- Stochastic Processes and Martingales
- Markov Processes and Generators
- Change of Measure Techniques
- Risk Theory
- The Black-Scholes Model
- Life Insurance
- References
- Index
- List of Principal Notation